+91.1%
SFM vs TW
+20.9%
+70.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.0% | -3.5% | -5.9% |
| 7D | -5.8% | -3.5% | -2.3% | -5.1% |
| 30D | -11.4% | +0.5% | -11.9% | -11.4% |
| 3M | -12.2% | +4.9% | -17.1% | -13.7% |
| 6M | -5.2% | -17.1% | +11.9% | -1.8% |
| YTD | -4.5% | -3.9% | -0.6% | -5.4% |
| 1Y | -45.4% | -13.3% | -32.1% | -44.2% |
| All | +91.1% | +20.9% | +70.2% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling